Take the train to the main train station. Then take tram line 2 to the "Stadthalle" stop. Then walk across the Altmarkt in the direction of the courthouse i.e. the "Dieselkraftwerk" art museum. The walking time is about 5 minutes.
From the main train station, you can also take bus line 10 going to "Branitzer Siedlung" and get off at "Freiheitsstraße".